+1,451.0%
OXY vs TSEM
+10.0%
+1,440.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -0.5% | +10.4% | -10.9% | -1.4% |
| 30D | +8.5% | -12.9% | +21.4% | +9.6% |
| 3M | +6.0% | -9.2% | +15.2% | +5.7% |
| 6M | +13.0% | +98.8% | -85.8% | +3.8% |
| YTD | +48.9% | +87.2% | -38.3% | +36.9% |
| 1Y | +36.4% | +239.0% | -202.6% | +18.2% |
| 3Y | -2.3% | +679.5% | -681.8% | -22.7% |
| 5Y | +160.6% | +667.3% | -506.6% | +104.5% |
| 10Y | +2.0% | +1,301.0% | -1,299.0% | -23.9% |
| All | +1,451.0% | +10.0% | +1,440.9% | +945.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling